+56.7%
AVAV vs EQH
+94.3%
-37.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +4.1% |
| 7D | -0.1% | -1.8% | +1.7% | +0.6% |
| 30D | -25.0% | +2.4% | -27.4% | -25.7% |
| 3M | -15.0% | +26.3% | -41.3% | -22.8% |
| 6M | -33.6% | +35.8% | -69.4% | -41.9% |
| YTD | -39.2% | +12.7% | -51.9% | -42.6% |
| 1Y | -40.5% | +2.5% | -42.9% | -41.9% |
| 3Y | +29.6% | +98.6% | -69.0% | -4.1% |
| 5Y | +56.7% | +101.7% | -45.0% | +11.5% |
| All | +56.7% | +94.3% | -37.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling